+9.3%
XYZ vs AJG
-12.9%
+22.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.4% |
| 7D | -1.0% | -1.8% | +0.9% | -0.5% |
| 30D | -1.7% | +4.6% | -6.4% | -2.9% |
| 3M | +16.7% | +24.9% | -8.2% | +9.9% |
| 6M | +26.9% | +17.2% | +9.7% | +20.9% |
| YTD | +27.1% | +2.2% | +25.0% | +20.9% |
| 1Y | +9.3% | -11.5% | +20.8% | +6.5% |
| All | +9.3% | -12.9% | +22.1% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AJG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling